| Publication | Date of Publication | Type |
|---|
Infinite-time partially observed nonzero-sum bilinear affine-quadratic stochastic differential game and its application to competitive advertising
Asian Journal of Control | 2024-08-06 | Paper |
Linear quadratic nonzero-sum stochastic differential game of a partially observed Markov jump linear systems
Asian Journal of Control | 2024-07-25 | Paper |
Partially-observed bilinear nonzero-sum stochastic differential game with affine-quadratic discounted payoff and application to competitive advertising
Dynamic Games and Applications | 2024-06-17 | Paper |
Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model
Methodology and Computing in Applied Probability | 2023-07-13 | Paper |
Robust stochastic Stackelberg differential reinsurance and investment games for an insurer and a reinsurer with delay
Methodology and Computing in Applied Probability | 2022-06-03 | Paper |
Non-zero sum differential game for stochastic Markovian jump systems with partially unknown transition probabilities
Journal of the Franklin Institute | 2021-10-21 | Paper |
| Robust optimal control for derivative-based investment under the Heston model | 2021-09-29 | Paper |
Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks
Journal of Industrial and Management Optimization | 2020-07-16 | Paper |
| Stochastic differential game for linear Markov switching system with Poisson jumps and its application to financial market | 2019-02-22 | Paper |
Game approach for \(H_\infty\) robust control strategy to follow the production in the singularly perturbed bilinear dynamic input-output systems
Mathematical Problems in Engineering | 2018-11-05 | Paper |
Finite horizon linear quadratic dynamic games for discrete-time stochastic systems with $N$-players
Operations Research Letters | 2018-10-02 | Paper |
| Nash games of singular stochastic Markov jump systems with \(N\) decision makers | 2018-01-29 | Paper |
| Linear quadratic stochastic Stackelberg games for discrete-time Markov jump systems | 2017-10-20 | Paper |
| Stochastic zero-sum games and \(H_\infty\) control of discrete-time Markov jump systems with state and control-dependent noise | 2017-10-20 | Paper |
Nash equilibrium of bilinear Itô-Poisson stochastic differential games
International Journal of Applied Mathematics and Statistics | 2016-06-30 | Paper |
Non-cooperative stochastic differential game theory of generalized linear Markov jump systems
Studies in Systems, Decision and Control | 2016-06-28 | Paper |
Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise
Journal of the Operations Research Society of China | 2015-01-27 | Paper |
Linear quadratic zero-sum stochastic differential games with Markov regime switching
Journal of Systems Science and Mathematical Sciences | 2014-11-03 | Paper |
Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2014-04-17 | Paper |
| Linear quadratic stochastic Nash differential games and mixed \(H_2/H_\infty\) control for Markov jump linear systems | 2014-02-28 | Paper |
Saddle-point equilibrium of quadratic differential game for singular bilinear systems
Operations Research Transactions | 2012-06-01 | Paper |
Saddle-point equilibrium of bilinear Itō stochastic differential games
Communications in Computer and Information Science | 2011-12-02 | Paper |
| An iterative algorithm for saddle-point equilibrium of continuous bilinear system | 2011-07-19 | Paper |
| Decentralized adaptive tracking for a class of Itô stochastic nonlinear large-scale systems | 2010-11-05 | Paper |
| Decentralized output feedback control for stochastic large-scale systems with time-varying delays | 2010-07-08 | Paper |
| scientific article; zbMATH DE number 1780105 (Why is no real title available?) | 2002-01-01 | Paper |
| scientific article; zbMATH DE number 1874146 (Why is no real title available?) | 2002-01-01 | Paper |
| scientific article; zbMATH DE number 679731 (Why is no real title available?) | 1995-05-01 | Paper |
